| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,255.0 |
2,214.0 |
-41.0 |
-1.8% |
2,245.0 |
| High |
2,260.0 |
2,220.0 |
-40.0 |
-1.8% |
2,312.0 |
| Low |
2,212.0 |
2,194.0 |
-18.0 |
-0.8% |
2,212.0 |
| Close |
2,217.0 |
2,212.0 |
-5.0 |
-0.2% |
2,217.0 |
| Range |
48.0 |
26.0 |
-22.0 |
-45.8% |
100.0 |
| ATR |
49.9 |
48.2 |
-1.7 |
-3.4% |
0.0 |
| Volume |
343 |
10,246 |
9,903 |
2,887.2% |
75,792 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,286.7 |
2,275.3 |
2,226.3 |
|
| R3 |
2,260.7 |
2,249.3 |
2,219.2 |
|
| R2 |
2,234.7 |
2,234.7 |
2,216.8 |
|
| R1 |
2,223.3 |
2,223.3 |
2,214.4 |
2,216.0 |
| PP |
2,208.7 |
2,208.7 |
2,208.7 |
2,205.0 |
| S1 |
2,197.3 |
2,197.3 |
2,209.6 |
2,190.0 |
| S2 |
2,182.7 |
2,182.7 |
2,207.2 |
|
| S3 |
2,156.7 |
2,171.3 |
2,204.9 |
|
| S4 |
2,130.7 |
2,145.3 |
2,197.7 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,547.0 |
2,482.0 |
2,272.0 |
|
| R3 |
2,447.0 |
2,382.0 |
2,244.5 |
|
| R2 |
2,347.0 |
2,347.0 |
2,235.3 |
|
| R1 |
2,282.0 |
2,282.0 |
2,226.2 |
2,264.5 |
| PP |
2,247.0 |
2,247.0 |
2,247.0 |
2,238.3 |
| S1 |
2,182.0 |
2,182.0 |
2,207.8 |
2,164.5 |
| S2 |
2,147.0 |
2,147.0 |
2,198.7 |
|
| S3 |
2,047.0 |
2,082.0 |
2,189.5 |
|
| S4 |
1,947.0 |
1,982.0 |
2,162.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,312.0 |
2,194.0 |
118.0 |
5.3% |
37.8 |
1.7% |
15% |
False |
True |
17,162 |
| 10 |
2,312.0 |
2,100.0 |
212.0 |
9.6% |
40.4 |
1.8% |
53% |
False |
False |
10,271 |
| 20 |
2,312.0 |
2,097.0 |
215.0 |
9.7% |
43.6 |
2.0% |
53% |
False |
False |
11,883 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.4% |
44.5 |
2.0% |
66% |
False |
False |
8,040 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.4% |
45.8 |
2.1% |
66% |
False |
False |
5,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.5 |
|
2.618 |
2,288.1 |
|
1.618 |
2,262.1 |
|
1.000 |
2,246.0 |
|
0.618 |
2,236.1 |
|
HIGH |
2,220.0 |
|
0.618 |
2,210.1 |
|
0.500 |
2,207.0 |
|
0.382 |
2,203.9 |
|
LOW |
2,194.0 |
|
0.618 |
2,177.9 |
|
1.000 |
2,168.0 |
|
1.618 |
2,151.9 |
|
2.618 |
2,125.9 |
|
4.250 |
2,083.5 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.3 |
2,253.0 |
| PP |
2,208.7 |
2,239.3 |
| S1 |
2,207.0 |
2,225.7 |
|